Bayes model averaging with selection of regressors
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References listed on IDEAS
- Merlise Clyde & Edward I. George, 2000. "Flexible empirical Bayes estimation for wavelets," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(4), pages 681-698.
- Rolf Sundberg, 1999. "Multivariate Calibration - Direct and Indirect Regression Methodology," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 26(2), pages 161-207.
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- Simila, Timo & Tikka, Jarkko, 2007. "Input selection and shrinkage in multiresponse linear regression," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 406-422, September.
- Theo S. Eicher & Chris Papageorgiou & Adrian E. Raftery, 2011.
"Default priors and predictive performance in Bayesian model averaging, with application to growth determinants,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 26(1), pages 30-55, January/F.
- Theo Eicher & Chris Papageogiou & Adrian E Raftery, 2007. "Default Priors and Predictive Performance in Bayesian Model Averaging, with Application to Growth Determinants," Working Papers UWEC-2007-25-P, University of Washington, Department of Economics.
- D. Fouskakis & I. Ntzoufras & D. Draper, 2009. "Population-based reversible jump Markov chain Monte Carlo methods for Bayesian variable selection and evaluation under cost limit restrictions," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 58(3), pages 383-403.
- Korobilis, Dimitris, 2008. "Forecasting in vector autoregressions with many predictors," MPRA Paper 21122, University Library of Munich, Germany.
- Chen, Kun & Jiang, Wenxin & Tanner, Martin A., 2010. "A note on some algorithms for the Gibbs posterior," Statistics & Probability Letters, Elsevier, vol. 80(15-16), pages 1234-1241, August.
- ter Braak, Cajo J.F., 2006. "Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denoising," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 1232-1242, November.
- Oliver J. Rutz & Michael Trusov & Randolph E. Bucklin, 2011. "Modeling Indirect Effects of Paid Search Advertising: Which Keywords Lead to More Future Visits?," Marketing Science, INFORMS, vol. 30(4), pages 646-665, July.
- Nott, David J. & Leng, Chenlei, 2010. "Bayesian projection approaches to variable selection in generalized linear models," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3227-3241, December.
- Hongxiao Zhu & Marina Vannucci & Dennis D. Cox, 2010. "A Bayesian Hierarchical Model for Classification with Selection of Functional Predictors," Biometrics, The International Biometric Society, vol. 66(2), pages 463-473, June.
- Steven N. Durlauf & Andros Kourtellos & Chih Ming Tan, 2005. "How Robust Are the Linkages Between Religiosity and Economic Growth," Discussion Papers Series, Department of Economics, Tufts University 0510, Department of Economics, Tufts University.
- Ander Wilson & Brian J. Reich, 2014. "Confounder selection via penalized credible regions," Biometrics, The International Biometric Society, vol. 70(4), pages 852-861, December.
- Ouysse, Rachida & Kohn, Robert, 2010. "Bayesian variable selection and model averaging in the arbitrage pricing theory model," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3249-3268, December.
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